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fin.option-rho Calculator
Calculates option Rho (the sensitivity of option price to interest rate changes) using Black-Scholes for both calls and puts. Rho is the least important primary Greek — it matters most for long-dated options and in high-interest-rate environments.
Inputs
S
Current price per share. Used in P/E ratios, options pricing, and market cap calculations.
K
The price at which an option can be exercised. Call options profit when the market price exceeds the strike; put options profit when it falls below.
T
Duration of the process. Make sure units match the rate inputs (seconds, minutes, or hours).
R
Return on a theoretically safe investment like a government T-bill. The baseline return everything else is compared against. Enter as a decimal (e.g. 0.05 for 5%).
Results
Rho call (per 1% rate)
The value at the specified point or condition.
Rho put
Reference formula or conversion factor shown for context.
d2
Reference formula or conversion factor shown for context.